Valuing a Liquidity Discount
Author:
Publisher
Pageant Media US
Subject
Economics and Econometrics,Finance
Cited by 11 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Does Optimistic Investor Sentiment Accelerate Taiwan Stock Market Liquidity?;Asia-Pacific Financial Markets;2024-06-28
2. From liquidity risk to systemic risk: A use of knowledge graph;Journal of Financial Stability;2024-02
3. Stock Liquidity Risk and Cash Preservation;Review of Pacific Basin Financial Markets and Policies;2022-11-09
4. Pricing discrete barrier options under jump-diffusion model with liquidity risk;International Review of Economics & Finance;2019-01
5. Analytical valuation for geometric Asian options in illiquid markets;Physica A: Statistical Mechanics and its Applications;2018-10
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